+401.3%
GH vs DRI
+151.6%
+249.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.1% | +0.6% | -0.6% | -0.3% |
| 30D | -1.1% | +3.8% | -4.9% | -2.7% |
| 3M | +21.3% | +13.0% | +8.3% | +15.0% |
| 6M | +73.5% | +8.3% | +65.2% | +67.1% |
| YTD | +58.0% | +20.6% | +37.4% | +45.6% |
| 1Y | +163.1% | +6.5% | +156.6% | +152.3% |
| 3Y | +361.0% | +53.7% | +307.3% | +277.8% |
| 5Y | +22.5% | +72.7% | -50.1% | -3.8% |
| All | +401.3% | +151.6% | +249.6% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling